As of: 2026-08-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 6 | 24550.00 | 24540.11 | 12.44 | 0.0057 | 314.97 | 24.01 | HIGH |
| OK | 2026-08-18 | 13 | 24550.00 | 24563.75 | 11.50 | 0.0121 | 426.94 | 3.80 | HIGH |
| OK | 2026-08-25 | 20 | 24600.00 | 24588.50 | 11.31 | 0.0186 | 520.60 | 13.12 | HIGH |
| OK | 2026-09-01 | 27 | 24600.00 | 24623.37 | 11.30 | 0.0250 | 605.00 | 43.31 | HIGH |
| OK | 2026-09-29 | 55 | 24750.00 | 24730.82 | 11.00 | 0.0503 | 843.85 | 20.63 | HIGH |
| OK | 2026-10-27 | 83 | 24850.00 | 24861.76 | 11.03 | 0.0751 | 1043.40 | 13.62 | HIGH |
| OK | 2026-12-29 | 146 | 25000.00 | 25145.72 | 11.07 | 0.1322 | 1404.85 | 0.00 | LOW |
| OK | 2027-03-30 | 237 | 25500.00 | 25559.55 | 10.97 | 0.2160 | 1799.93 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 328 | 0.00 | 0.00 | N/A | 0.8983 | 0.00 | 0.00 | N/A |